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Existence and uniqueness of unmixed solutions of the discrete-time algebraic Riccati equation

✍ Scribed by David J. Clements; Harald K. Wimmer

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
193 KB
Volume
50
Category
Article
ISSN
0167-6911

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✦ Synopsis

A solution X of a discrete-time algebraic Riccati equation is called unmixed if the corresponding closed-loop matrix (X ) has the property that the common roots of det(sI -(X )) and det(I -s (X ) * ) (if any) are on the unit circle. A necessary and su cient condition is given for existence and uniqueness of an unmixed solution such that the eigenvalues of (X ) lie in a prescribed subset of C.

πŸ“œ SIMILAR VOLUMES

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